AD Model Builder
By Mark Maunder, Hans Skaug and Anders Nielsen
Participant fee: 1600 NOK, including full board accomodation at Finse Alpine Research Center. Limited to 25 participants.
This course targets quantitative ecologists, and students who need to handle nonlinear statistical models (both frequentist and Bayesian). AD Model Builder (admb-project.org) is highly efficient, freely available software for implementing non-linear statistical models.
This workshop may be combined with the other workshop at Finse or one of the two workshops at Sundvollen.
The main reasons for preferring AD Model Builder are:
- Flexibility. The user is free to define any desired model, and not limited to choose between a set of predefined models.
- Speed. Automatic differentiation can make the difference between waiting hours and seconds for a converging model fit.
- Precision. Automatic differentiation calculates the derivatives as accurately as if the analytical derivatives were implemented.
- Quantification of uncertainties. With almost no extra effort AD Model Builder produces several different estimates of the uncertainties of model parameters and selected derived quantities
This beginners' course in ADMB will include:
- A brief overview of ADMB.
- Install and set up the software.
- ADMB syntax and a first example.
- Definition of data, model parameters, and output.
- Programming the likelihood function.
- Estimation uncertainties (delta, profile, and MCMC methods).
- Random effects models in AD Model Builder.
The actual contents of the course will be customized to fit the audience. The form will be a mixture between lectures and hands on exercises. Participants will have to provide their own laptop computer.
Please see the Practical information for the Finse workshops before registering for this workshop.